R. Tyrrell Rockafellar

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Person:684040

Available identifiers

zbMath Open rockafellar.ralph-tyrrellDBLP57/134WikidataQ2129819 ScholiaQ2129819MaRDI QIDQ684040

List of research outcomes





PublicationDate of PublicationType
Primal-dual stability in local optimality2024-11-27Paper
Progressive decoupling of linkages in monotone variational inequalities and convex optimization2024-11-13Paper
Generalized Nash equilibrium from a robustness perspective in variational analysis2024-08-30Paper
Distributional robustness, stochastic divergences, and the quadrangle of risk2024-06-11Paper
Generalizations of the proximal method of multipliers in convex optimization2024-01-18Paper
In memoriam: Asen L. Dontchev (1948--2021)2024-01-10Paper
Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm2024-01-10Paper
https://portal.mardi4nfdi.de/entity/Q60836412023-12-08Paper
https://portal.mardi4nfdi.de/entity/Q61782382023-09-01Paper
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming2023-05-02Paper
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality2023-03-01Paper
https://portal.mardi4nfdi.de/entity/Q58618752022-03-02Paper
https://portal.mardi4nfdi.de/entity/Q50135362021-11-30Paper
Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator2021-09-29Paper
https://portal.mardi4nfdi.de/entity/Q51425402020-12-31Paper
https://portal.mardi4nfdi.de/entity/Q51175192020-08-25Paper
Risk and Utility in the Duality Framework of Convex Analysis2020-07-21Paper
Solving Lagrangian variational inequalities with applications to stochastic programming2020-06-15Paper
Minimizing buffered probability of exceedance by progressive hedging2020-06-15Paper
Progressive decoupling of linkages in optimization and variational inequalities with elicitable convexity or monotonicity2019-12-19Paper
Alexander Davidovich Ioffe: a life of contributions2019-10-23Paper
Variational convexity and the local monotonicity of subgradient mappings2019-10-23Paper
Radius theorems for monotone mappings2019-10-09Paper
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging2019-04-24Paper
Solving stochastic programming problems with risk measures by progressive hedging2019-01-16Paper
Superquantile/CVaR risk measures: second-order theory2018-06-13Paper
Variational analysis of Nash equilibrium2018-02-09Paper
Stochastic variational inequalities: single-stage to multistage2017-11-17Paper
https://portal.mardi4nfdi.de/entity/Q53595272017-09-25Paper
https://portal.mardi4nfdi.de/entity/Q52699932017-06-28Paper
General economic equilibrium with financial markets and retainability2017-03-02Paper
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing2015-07-21Paper
Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity2015-06-24Paper
Full Stability in Finite-Dimensional Optimization2015-04-01Paper
Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk2015-02-19Paper
Convex analysis and financial equilibrium2014-12-18Paper
Random variables, monotone relations, and convex analysis2014-12-18Paper
Implicit Functions and Solution Mappings2014-06-04Paper
https://portal.mardi4nfdi.de/entity/Q54111582014-04-22Paper
Characterizations of Full Stability in Constrained Optimization2013-12-13Paper
An Euler--Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities2013-09-26Paper
Convergence of inexact Newton methods for generalized equations2013-07-12Paper
https://portal.mardi4nfdi.de/entity/Q49036712013-01-24Paper
Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization2013-01-04Paper
https://portal.mardi4nfdi.de/entity/Q53885352012-04-18Paper
A time-embedded approach to economic equilibrium with incomplete financial markets2011-05-18Paper
Risk Tuning with Generalized Linear Regression2011-04-27Paper
https://portal.mardi4nfdi.de/entity/Q35678392010-06-17Paper
https://portal.mardi4nfdi.de/entity/Q35507252010-04-06Paper
Newton's method for generalized equations: a sequential implicit function theorem2010-02-25Paper
Robinson's implicit function theorem and its extensions2008-12-16Paper
Implicit Functions and Solution Mappings2008-11-14Paper
https://portal.mardi4nfdi.de/entity/Q35158062008-07-29Paper
Variational Inequalities and Economic Equilibrium2008-05-27Paper
Optimality conditions in portfolio analysis with general deviation measures2006-09-12Paper
https://portal.mardi4nfdi.de/entity/Q54808152006-08-07Paper
Generalized deviations in risk analysis2006-05-24Paper
Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control2005-12-02Paper
https://portal.mardi4nfdi.de/entity/Q53149722005-09-05Paper
Regularity and conditioning of solution mappings in variational analysis2004-08-19Paper
https://portal.mardi4nfdi.de/entity/Q47953052003-11-04Paper
A Mathematical Model and Descent Algorithm for Bilevel Traffic Management2003-06-29Paper
A property of piecewise smooth functions2003-06-09Paper
https://portal.mardi4nfdi.de/entity/Q27680412003-06-09Paper
The radius of metric regularity2002-10-28Paper
https://portal.mardi4nfdi.de/entity/Q27532852002-09-26Paper
https://portal.mardi4nfdi.de/entity/Q27520442002-08-07Paper
Primal-dual solution perturbations in convex optimization2002-05-14Paper
Graphical convergence of sums of monotone mappings2002-05-06Paper
Ample Parameterization of Variational Inclusions2002-04-23Paper
https://portal.mardi4nfdi.de/entity/Q44868422001-05-01Paper
https://portal.mardi4nfdi.de/entity/Q27103662001-04-23Paper
Convexity in Hamilton--Jacobi Theory I: Dynamics and Duality2001-03-19Paper
Convexity in Hamilton--Jacobi Theory II: Envelope Representations2001-03-19Paper
https://portal.mardi4nfdi.de/entity/Q47625292001-02-22Paper
https://portal.mardi4nfdi.de/entity/Q42574262000-10-15Paper
Local differentiability of distance functions2000-10-03Paper
https://portal.mardi4nfdi.de/entity/Q42574312000-07-10Paper
Stability of Locally Optimal Solutions2000-03-19Paper
Duality and optimality in multistage stochastic programming1999-06-28Paper
https://portal.mardi4nfdi.de/entity/Q42350271999-03-21Paper
Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets1998-11-09Paper
A derivative-coderivative inclusion in second-order nonsmooth analysis1998-10-11Paper
https://portal.mardi4nfdi.de/entity/Q43825451998-10-11Paper
https://portal.mardi4nfdi.de/entity/Q43692611998-07-27Paper
Tilt Stability of a Local Minimum1998-05-12Paper
Bolza Problems with General Time Constraints1998-02-09Paper
Variational Analysis1998-01-28Paper
https://portal.mardi4nfdi.de/entity/Q43665371997-11-19Paper
Cash Stream Valuation In the Face of Transaction Costs and Taxes1997-08-31Paper
New Necessary Conditions for the Generalized Problem of Bolza1997-08-21Paper
Convergence Rates in Forward--Backward Splitting1997-06-12Paper
TAX BASIS AND NONLINEARITY IN CASH STREAM VALUATION1997-05-20Paper
Generalized Hessian Properties of Regularized Nonsmooth Functions1997-05-20Paper
Prox-regular functions in variational analysis1997-04-23Paper
Variational conditions and the proto-differentiation of partial subgradient mappings1997-03-19Paper
Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis1996-08-27Paper
https://portal.mardi4nfdi.de/entity/Q48708481996-05-07Paper
The Euler and Weierstrass conditions for nonsmooth variational problems1996-02-01Paper
https://portal.mardi4nfdi.de/entity/Q45242381996-01-01Paper
Optimal Control of Unbounded Differential Inclusions1995-10-30Paper
https://portal.mardi4nfdi.de/entity/Q48401111995-08-14Paper
Proto-derivative formulas for basic subgradient mappings in mathematical programming1995-05-28Paper
A Calculus of EPI-Derivatives Applicable to Optimization1995-01-03Paper
Sensitivity Analysis of Solutions to Generalized Equations1994-12-19Paper
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty1994-07-04Paper
Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming1994-06-06Paper
On a special class of convex functions1994-04-27Paper
Lagrange Multipliers and Optimality1993-11-01Paper
Dualization of subgradient conditions for optimality1993-08-08Paper
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming1993-06-29Paper
A Characterization of Epi-Convergence in Terms of Convergence of Level Sets1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40263011993-02-21Paper
Sensitivity analysis for nonsmooth generalized equations1992-12-17Paper
https://portal.mardi4nfdi.de/entity/Q39729751992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39750581992-06-26Paper
Computational schemes for large-scale problems in extended linear- quadratic programming1992-06-25Paper
Scenarios and Policy Aggregation in Optimization Under Uncertainty1991-01-01Paper
The Adjoint Arc in Nonsmooth Optimization1991-01-01Paper
Generalized Second Derivatives of Convex Functions and Saddle Functions1990-01-01Paper
Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32104411990-01-01Paper
An internal variable theory of elastoplasticity based on the maximum plastic work inequality1990-01-01Paper
Proto-differentiability of set-valued mappings and its applications in optimization1989-01-01Paper
Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives1989-01-01Paper
Hamiltonian Trajectories and Duality in the Optimal Control of Linear Systems with Convex Costs1989-01-01Paper
Optimization: A case for the development of new mathematical concepts1988-01-01Paper
First- and Second-Order Epi-Differentiability in Nonlinear Programming1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38120681988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38158671988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38249371988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38249481988-01-01Paper
Linear-Quadratic Programming and Optimal Control1987-01-01Paper
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38120391986-01-01Paper
Maximal monotone relations and the second derivatives of nonsmooth functions1985-01-01Paper
Lipschitzian properties of multifunctions1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37112221985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37121301985-01-01Paper
Extensions of subgradient calculus with applications to optimization1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33355431984-01-01Paper
Directional differentiability of the optimal value function in a nonlinear programming problem1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37303361984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51855851984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32217671983-01-01Paper
Deterministic and stochastic optimization problems of bolza type in discrete time1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36683171983-01-01Paper
Marginal values and second-order necessary conditions for optimality1983-01-01Paper
Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming1982-01-01Paper
On the interchange of subdifferentiation and conditional expectation for convex functionals1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47500551982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33120231981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33227151981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39123541981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39231641981-01-01Paper
Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization1981-01-01Paper
Generalized Directional Derivatives and Subgradients of Nonconvex Functions1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39527051980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38534001979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38549211979-01-01Paper
The Generic Nature of Optimality Conditions in Nonlinear Programming1979-01-01Paper
Clarke's tangent cones and the boundaries of closed sets in Rn1979-01-01Paper
Directionally Lipschitzian Functions and Subdifferential Calculus1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39087721978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41658161978-01-01Paper
The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints1978-01-01Paper
Measures as Lagrange multipliers in multistage stochastic programming1977-01-01Paper
Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate1976-01-01Paper
A growth property in concave-convex Hamiltonian systems1976-01-01Paper
Stochastic convex programming: basic duality1976-01-01Paper
Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41095001976-01-01Paper
Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41224351976-01-01Paper
Monotone Operators and the Proximal Point Algorithm1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41512831976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41561411976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41773391976-01-01Paper
Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming1976-01-01Paper
Existence theorems for general control problems of Bolza and Lagrange1975-01-01Paper
Stochastic convex programming: Kuhn-Tucker conditions1975-01-01Paper
Semigroups of convex bifunctions generated by Lagrange problems in the calculus of variations.1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40777381975-01-01Paper
Continuous versus measurable recourse in N-stage stochastic programming1974-01-01Paper
Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40503971974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40584801974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40848061974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40885961974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40909571974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41450561974-01-01Paper
Saddle points of Hamiltonian systems in convex problems of Lagrange1973-01-01Paper
The multiplier method of Hestenes and Powell applied to convex programming1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56650241973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40553911973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44046751973-01-01Paper
A dual approach to solving nonlinear programming problems by unconstrained optimization1973-01-01Paper
Optimal Arcs and the Minimum Value Function in Problems of Lagrange1973-01-01Paper
State Constraints in Convex Control Problems of Bolza1972-01-01Paper
Ordinary convex programs without a duality gap1971-01-01Paper
Integrals which are convex functionals. II1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56538091971-01-01Paper
Existence and Duality Theorems for Convex Problems of Bolza1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40480181971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40481121971-01-01Paper
On the virtual convexity of the domain and range of a nonlinear maximal monotone operator1970-01-01Paper
Generalized Hamiltonian equations for convex problems of Lagrange1970-01-01Paper
On the maximal monotonicity of subdifferential mappings1970-01-01Paper
Conjugate convex functions in optimal control and the calculus of variations1970-01-01Paper
Convex Analysis1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55993481970-01-01Paper
On the Maximality of Sums of Nonlinear Monotone Operators1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56381121970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56475121970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56663981970-01-01Paper
Local boundedness of nonlinear, monotone operators1969-01-01Paper
Measurable dependence of convex sets and functions on parameters1969-01-01Paper
Convexity properties of nonlinear maximal monotone operators1969-01-01Paper
Gradients of Convex Functions1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55800541969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56381111969-01-01Paper
A general correspondence between dual minimax problems and convex programs1968-01-01Paper
Integrals which are convex functionals1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56395221968-01-01Paper
Convex Functions on Convex Polytopes1968-01-01Paper
Convex programming and systems of elementary monotonic relations1967-01-01Paper
Duality and stability in extremum problems involving convex functions1967-01-01Paper
Conjugates and Legendre Transforms of Convex Functions1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55417631967-01-01Paper
Monotone processes of convex and concave type1967-01-01Paper
Extension of Fenchel's duality theorem for convex functions1966-01-01Paper
Characterization of the subdifferentials of convex functions1966-01-01Paper
Level Sets and Continuity of Conjugate Convex Functions1966-01-01Paper
Helly's theorem and minima of convex functions1965-01-01Paper
On the Subdifferentiability of Convex Functions1965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55917441964-01-01Paper
Duality theorems for convex functions1964-01-01Paper
A Combinatorial Algorithm for Linear Programs in the General Mixed Form1964-01-01Paper
Minimax Theorems and Conjugate Saddle-Functions.1964-01-01Paper
Primal-Dual Stability in Local OptimalityN/APaper

Research outcomes over time

This page was built for person: R. Tyrrell Rockafellar